2018.12.06 | CREATES

ERC grant to Mark Podolskij

The grant is awarded by the European Research Council (ERC) to promising young research talents and research group leaders between seven and twelve years after they have obtained their PhDs. Up to EUR 2 million is awarded for ground-breaking research projects over a five-year period. Read more here

2018.12.06 | CREATES

Sapere Aude grant to Jevgenijs Ivanovs

Associate Professor Jevgenijs Ivanovs, Department of Mathematics and CREATES receives the Sapere Aude research leaders grant on reliable risk assessment. Read more here

2018.11.19 | CREATES

JFEC Special Issue for Peter Christoffersen

The Journal of Financial Econometrics is organizing a special issue in memory of Professor Peter Christoffersen, our friend and colleague, who passed away in June 2018. Peter held the TMX Chair in Capital Markets and a Bank of Canada Fellowship and was a widely respected member of the Rotman School at the University of Toronto since 2010. In…

2018.10.01 | CREATES

Welcome to new PhD students

We are happy to present our new members of CREATES, namely the new cohort of PhD students. They are divided between two sections at the Department of Economics and Business Economics, following their supervisors. In Econometrics Francesco BenvenutiSebastian Mathias JensenLuca NeriMads Markvart KjærMathias Voldum…

2018.09.04 | Awards, CREATES

Tim Bollerslev awarded the Carlsberg Foundation Research Prize 2018

Tim Bollerslev, Duke University, receives the Carlsberg Foundation Research Prize 2018 for his ground-breaking contributions within financial econometrics and empirical finance. His methods for measuring and predicting volatility in the financial markets are widely used by economists and other actors in the financial markets all over the…

2018.08.20 | CREATES

G. Stefan Gudmundsson new member of CREATES

CREATES welcomes one new Research Fellow, namely Assistant Professor G. Stefan Gudmundsson. Stefan holds a Ph.D. degree in Economics from Universitat Pompeu Fabra. His research interests are within network analysis, time series, forecasting, econometrics, statistics and machine learning. Link to Stefan's profile

2018.06.25 | CREATES

Peter Christoffersen has passed away

It is with great sadness that we have heard of the passing of our International Research Fellow Peter Christoffersen. Peter was TMX chair in Capital Markets at the Rotman School of Business at the University of Toronto. Peter has been an international fellow of CREATES since its inception in 2007, and we knew him as a wonderful person and…

2018.05.14 | CREATES

Research grant to Paolo Santucci de Magistris

Paolo Santucci De Magistris, has received a grant from the Danish Council for Independent Research, DKK 3.505.529 for his project "The erratic nature of financial risks".

2018.04.16 | Awards, CREATES

3rd place at the Econometric Game 2018

Four PhD students from the Department of Economics and Business Economics came 3rd at the Econometric Game 2018 in Amsterdam.

2018.01.25 | Awards, CREATES

Denis Sargan Econometrics Prize to Bezirgen Veliyev and Ulrich Hounyo

Bezirgen Veliyev (AU and CREATES) and K. Ulrich Hounyo (SUNY Albany) have been awarded the Denis Sargan Econometrics Prize for their article entitled "Validity of Edgeworth expansions for realized volatility estimators”, which was brought in the February 2016 issue of The Econometrics Journal. The article contributes to the literature on…

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